+52.1%
EWZ vs ZETA
+276.5%
-224.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | +0.1% | +26.5% | -26.4% | -1.8% |
| 30D | -25.9% | +10.3% | -36.1% | -26.5% |
| 3M | -6.1% | +30.5% | -36.7% | -8.2% |
| 6M | -16.1% | +129.4% | -145.5% | -21.9% |
| YTD | +1.0% | +83.1% | -82.2% | -4.8% |
| 1Y | 0.0% | +82.1% | -82.1% | -5.9% |
| 3Y | +16.8% | +352.3% | -335.5% | -3.1% |
| 5Y | +52.1% | +293.1% | -241.1% | +22.5% |
| All | +52.1% | +276.5% | -224.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling